+141.7%
HL vs U
-33.1%
+174.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.5% | -5.6% |
| 7D | -7.6% | +2.8% | -10.4% | -8.0% |
| 30D | -17.5% | +7.6% | -25.1% | -18.7% |
| 3M | -26.2% | +12.7% | -38.9% | -28.0% |
| 6M | -35.1% | +87.0% | -122.0% | -41.8% |
| YTD | -30.4% | +13.6% | -44.0% | -33.7% |
| 1Y | -14.0% | +25.3% | -39.3% | -19.3% |
| 3Y | +256.3% | +85.8% | +170.5% | +195.9% |
| 5Y | +112.5% | -74.5% | +187.0% | +104.0% |
| All | +141.7% | -33.1% | +174.8% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling